EXSG.DE vs. WTEE.DE
EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - EXSG.DE tracks the EURO STOXX® Select Dividend 30 while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, EXSG.DE returned 9.16%/yr vs 12.46%/yr for WTEE.DE. A 0.78 correlation means they provide meaningful diversification when combined. EXSG.DE charges 0.32%/yr vs 0.29%/yr for WTEE.DE.
Performance
EXSG.DE vs. WTEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSG.DE achieves a 7.97% return, which is significantly lower than WTEE.DE's 13.70% return.
EXSG.DE
- 1D
- 0.33%
- 1M
- 1.17%
- YTD
- 7.97%
- 6M
- 10.98%
- 1Y
- 20.85%
- 3Y*
- 20.16%
- 5Y*
- 9.16%
- 10Y*
- 7.41%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
EXSG.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 7.97% | 43.07% | 7.93% | 4.12% | -13.46% | 23.87% | 15.83% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between EXSG.DE and WTEE.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.78 |
The correlation between EXSG.DE and WTEE.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
EXSG.DE vs. WTEE.DE — Risk / Return Rank
EXSG.DE
WTEE.DE
EXSG.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EXSG.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 3.80 | -1.09 |
| Martin ratioReturn relative to average drawdown | 8.47 | 14.72 | -6.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXSG.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.35 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.93 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 1.08 | -0.81 |
Drawdowns
EXSG.DE vs. WTEE.DE - Drawdown Comparison
The maximum EXSG.DE drawdown since its inception was -70.80%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for EXSG.DE and WTEE.DE.
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Drawdown Indicators
| EXSG.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.80% | -16.45% | -54.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -6.78% | -1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -12.86% | -14.12% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -16.45% | -8.25% |
Max Drawdown (10Y)Largest decline over 10 years | -43.45% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -1.96% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -2.65% | -18.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.75% | +0.76% |
Volatility
EXSG.DE vs. WTEE.DE - Volatility Comparison
The current volatility for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) is 3.34%, while WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) has a volatility of 3.73%. This indicates that EXSG.DE experiences smaller price fluctuations and is considered to be less risky than WTEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXSG.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 3.73% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 8.73% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 10.94% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 14.50% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 14.99% | +2.73% |
EXSG.DE vs. WTEE.DE - Expense Ratio Comparison
EXSG.DE has a 0.32% expense ratio, which is higher than WTEE.DE's 0.29% expense ratio.
Dividends
EXSG.DE vs. WTEE.DE - Dividend Comparison
EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, less than WTEE.DE's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 4.10% | 4.47% | 5.94% | 5.72% | 5.29% | 3.91% | 3.22% | 4.60% | 5.06% | 7.36% | 4.78% | 4.24% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXSG.DE and WTEE.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEE.DE is cheaper with a 0.29% expense ratio, compared with 0.32% for EXSG.DE.
EXSG.DE tracks EURO STOXX® Select Dividend 30, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.32% for EXSG.DE and 0.29% for WTEE.DE.
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